Iberia flights to Venice are direct from Madrid (at least by now). Anyway, if you are thinking to buy last minute tickets you really have to take a look at the "entrando en pista" page of the Iberia site, this is where they publish the empty sits of the planes (every thursday) and you can fly venice for 19000pesetas and Madrid-NY for 39000pesetas...., I did it for Torino last fall and it was great, a full regular flight, I am afraid this is a kind of spaniard secret since this part of the site only appears in the spanish version of the
www.iberia.es This is the page
http://www.iberia.es/compra/index.html Every thursday there is a crowd checking for the last deals, they sold 300.000 plane tickets on 2000. I know it's nothing for the states but thinking on terms of Spain
e-business it's a lot of selling.
Enjoy